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FIX TAG 837

PegLimitType

intAdded FIX.4.4

Definition

Type of Peg Limit

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.2 FIX 4.4

This tag is not present in the FIX 4.2 source. There is no definition or value list to compare.

Values 3

ValueMeaning
0

Or better (default) - price improvement allowed

1

Strict – limit is a strict limit

2

Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 8

Includes nested components and repeating groups. Open a location to see its surrounding requirements.